Do you use VPN proxy?
Specially If You are Country Where the laws not Crypto trader Friendly?
Do You hold Ur machine or wallet in better juridical locations?
I honestly don't recommend it especially if you are on a big exchange there's a high chance that they will detect you and close your account and worst thing is that they will confiscate your the fund in your account.
Though many countries are not adopting CryptoCurrency but I think it is not problem for exchanging CryptoCurrency. Yes, using vpn can be harmful for account. Besides, I don't find any good opportunity in vpn for exchanging.
true it just doesn't matter to trading coins for this no need to crypto friendly country. there no way to government will find u. if u can access in favorite and user friendly exchanges, here why u have to depend on Vpn. if ur country's restricted in exchange when might be use if exchange allow vpn.